plm (version 1.2-0)

pooltest: Test of Poolability

Description

A Chow test for the poolability of the data.

Usage

pooltest(x, ...)
## S3 method for class 'plm':
pooltest(x, z, ...)
## S3 method for class 'formula':
pooltest(x, data, ...)

Arguments

x

an object of class "plm",

z

an object of class "pvcm" obtained with model="within",

data

a data.frame,

...

further arguments passed to plm.

Value

• An object of class "htest".

Details

pooltest is an F test of stability (or Chow test) for the coefficients of a panel model. The estimated plm object should be "pooling" model or a "within" model (the default); intercepts are assumed to be identical in the first case and different in the second case.

Examples

data("Gasoline", package="plm")
form <- lgaspcar~lincomep+lrpmg+lcarpcap
gasw <-  plm(form, data=Gasoline, model="within")
gasp <-  plm(form, data=Gasoline, model="pooling")
gasnp <-  pvcm(form, data=Gasoline, model="within")
pooltest(gasw, gasnp)
pooltest(gasp, gasnp)

pooltest(form, data=Gasoline, effect="individual", model="within")
pooltest(form, data=Gasoline, effect="individual", model="pooling")